What is considered a large size position for daytrading?

Given your experiences, what do you guys consider as large size for a intraday position for a volatile sector such as HMO's , oil/energy, homebuilder, financials? Lets assume that the stock trades 3mil avg.

Large size for me would be 3k shares. But really, it's such a subjective issue that depends heavily on the capital, holding period, and risk management of the trader.

In certain homebuilders/energy stocks, there are times when I can take 3k and not worry in the slightest. Other times I can only handle 500 given a certain chart setup without a solid bid on the tape and make 50 cents without feeling comfortable sizing up.

We are very comfortable trading a part of the day, to diminish risks.
I.e.: we are trading SP future from 10:10 am to 3:45 pm (New York time)
In this way, we avoid strong and random movements in the first and last part of the session.
Moreover, we use candles referring to this period. Stop loss can be very tight and we are stopped (if so) randomly on the trading session.
Covering the whole session instead, stop loss should be larger and nevertheless you can be often stopped in first minutes.
Moreover, if gaining, the last half an hour often retraces and eats you provisional gain.

Given your experiences, what do you guys consider as large size for a intraday position for a volatile sector such as HMO's , oil/energy, homebuilder, financials? Lets assume that the stock trades 3mil avg.